LocalGLMnet: interpretable deep learning for tabular data

DOI10.1080/03461238.2022.2081816OpenAlexW3190951304MaRDI QIDQ5878643FDOQ5878643

Authors: Ronald Richman, Mario V. Wüthrich 

Publication date: 21 February 2023

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.11059

zbMATH Keywords

variable selectiondeep learninggeneralized linear modelregression modelexponential dispersion familyneural networktabular dataexplainable deep learningmodel interpretabilityattention layer

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites Work

• Greedy function approximation: A gradient boosting machine.
• Title not available (Why is that?)
• Information and exponential families in statistical theory
• Deep learning
• Title not available (Why is that?)
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Bias regularization in neural network models for general insurance pricing
• Bayesian Deep Net GLM and GLMM
• Title not available (Why is that?)
• Visualizing the Effects of Predictor Variables in Black Box Supervised Learning Models
• Interpreting deep learning models with marginal attribution by conditioning on quantiles
• Time-series forecasting of mortality rates using deep learning

Cited In (5)

• Detection of interacting variables for generalized linear models via neural networks
• Accurate and explainable mortality forecasting with the LocalGLMnet
• Lasso regularization within the LocalGLMnet architecture
• Enhancing actuarial non-life pricing models via transformers
• Multiple yield curve modeling and forecasting using deep learning

Uses Software

• Boruta
• CASdatasets
• Fahrmeir
• Tensor2Tensor

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